A note on the Stein rule estimator in a misspecified model

zbMath0901.62085MaRDI QIDQ1387216

M. Ishaq Bhatti, Anoop Chaturvedi

Publication date: 2 December 1998

Published in: Metron (Search for Journal in Brave)

zbMATH Keywords

quadratic lossmodel misspecificationOLS estimatoradaptive expectations model

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

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